News for hackers. Stuff that matters.

A comment on Training Rats as Traders. Parent comment

Re:Training Rats as Traders by cool-RR on Saturday March 14, 2009 @06:26PM (#516245)
Obviously a positive return cannot be made from moving averages. But how do you know that the rats don't develop some sort of intuition that can make a positive return?
[ Parent | on HN ]
Re:Training Rats as Traders by steveplace on Sunday March 15, 2009 @06:11PM (#517311)
First, moving averages do play a role in some (profitable) quant systems.

Second, I never said that the rats couldn't create a positive return, but you could model the rats behavior quantitatively and develop a system, but that's just bringing it back full circle.

[ Parent | on HN ]